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Option pricing theory
Theorie
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Stochastic process
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Stochastischer Prozess
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Discounting
4
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Option pricing
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Masoliver, Jaume
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Kohatsu-Higa, Arturo
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Montero, Miquel
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Perelló, Josep
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Bermin, Hans-Peter
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Bouchaud, Jean-Philippe
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Applied mathematical finance
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Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
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International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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A correlated stochastic volatility model measuring leverage and other stylized facts
Masoliver, Jaume
;
Perelló, Josep
- In:
International journal of theoretical and applied finance
5
(
2002
)
5
,
pp. 541-562
Persistent link: https://www.econbiz.de/10001687146
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Multiple time scales in volatility and leverage correlations : a stochastic volatility model
Perelló, Josep
;
Masoliver, Jaume
;
Bouchaud, Jean-Philippe
- In:
Applied mathematical finance
11
(
2004
)
1
,
pp. 27-50
Persistent link: https://www.econbiz.de/10002001537
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3
The value of the distant future : the process of discount in random environments
Masoliver, Jaume
- In:
Estudios de economía aplicada : revista promovida por …
37
(
2019
)
2
,
pp. 137-161
Persistent link: https://www.econbiz.de/10012063563
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4
Local vega index and variance reduction methods
Bermin, Hans-Peter
;
Kohatsu-Higa, Arturo
;
Montero, Miquel
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10001765651
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5
Malliavin calculus in finance
Kohatsu-Higa, Arturo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747498
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